We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed numerical method uses the low rank approximation only for the micro part of the solution. The time and spatial discretizations are done properly so that the overall scheme is second order accurate and asymptotic-preserving (AP); that is, in the diffusive regime, the scheme becomes a macroscopic solver for the limiting diffusion equation and is automatically low rank. We demonstrate the accuracy and efficiency of the proposed low rank method by a number of two-dimensional examples.
Radiation transport problems are posed in a high-dimensional phase space, limiting the use of finely resolved numerical simulations. An emerging tool to efficiently reduce computational costs and memory footprint in such settings is dynamical low-rank approximation (DLRA). Despite its efficiency, numerical methods for DLRA need to be carefully constructed to guarantee stability while preserving crucial properties of the original problem. Important physical effects that one likes to preserve with DLRA include capturing the diffusion limit in the high-scattering regimes as well as dissipating en…
The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations. However, for large-scale problems in $\mathbb{C}^n$ (also $\mathbb{R}^n$), the SDA with an $O(n^3)$ computational complexity does not work well. In this paper, we propose a new decoupled form of the SDA (we name it as dSDA), building on the associated Krylov subspaces thus leading to the inherent low-rank structures. Importantly, the approach decouples the origi…
In this paper, we propose to combine the fifth order Hermite weighted essentially non-oscillatory (HWENO) scheme and fast sweeping method (FSM) for the solution of the steady-state $S_{N}$ transport equation in the finite volume framework. It is well-known that the $S_{N}$ transport equation asymptotically converges to a macroscopic diffusion equation in the limit of optically thick systems with small absorption and sources. Numerical methods which can preserve the asymptotic limit are referred to as asymptotic preserving methods. In the one-dimensional case, we provide the analysis to demonst…
Asymptotic preserving schemes on distorted meshes for Friedrichs systems with sti relaxation: application to angular models in linear transport
CEA, DAM, DIF（法国原子能和替代能源委员会、国防事务局、信息与通信技术部）；Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie（雅克-路易·利翁斯实验室，皮埃尔和玛丽·居里大学）；Max Planck Institute for Plasma Physics（马克斯·普朗克等离子体物理研究所）
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of transport problems, the full model is approximated on local reduced spaces that are adapted in time using dynamical low-rank approximation techniques. The reduced dynamics is prescribed by approximating the symplectic projection of the Hamiltonian vector field in the tangent space to the local reduced space. This ensures that the canonical symplectic structure of t…
This paper is devoted to the numerical approximation of the spatially-extended FitzHugh-Nagumo transport equation with strong local interactions based on a particle method. In this regime, the time step can be subject to stability constraints related to the interaction kernel. To avoid this limitation, our approach is based on higher-order implicit-explicit numerical schemes. Thus, when the magnitude of the interactions becomes large, this method provides a consistent discretization of the macroscopic reaction-diffusion FitzHugh-Nagumo system. We carry out some theoretical proofs and perform s…
In this paper we develop a neural network for the numerical simulation of time-dependent linear transport equations with diffusive scaling and uncertainties. The goal of the network is to resolve the computational challenges of curse-of-dimensionality and multiple scales of the problem. We first show that a standard Physics-Informed Neural Network (PINN) fails to capture the multiscale nature of the problem, hence justifies the need to use Asymptotic-Preserving Neural Networks (APNNs). We show that not all classical AP formulations are fit for the neural network approach. We construct a micro-…
Random sampling has been used to find low-rank structure and to build fast direct solvers for multiscale partial differential equations of various types. In this work, we design an accelerated Schwarz method for radiative transfer equations that makes use of approximate local solution maps constructed offline via a random sampling strategy. Numerical examples demonstrate the accuracy, robustness, and efficiency of the proposed approach.
Bound-Preserving Flux-Corrected Transport Methods for Solving Richards' Equation
Department of Civil and Environmental Engineering, Louisiana State University（路易斯安那州立大学土木与环境工程系）；TU Dortmund University（多特蒙德工业大学）；Center for Computation and Technology, Louisiana State University（路易斯安那州立大学计算与技术中心）
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of this algorithm is the repeated evaluation of marginals. Recently, it has been suggested that this evaluation can be accelerated when the application features an underlying graphical model. In this work, we accelerate the computation further by combining the tensor network dual of the graphical model with additional low-rank approximations. We provide an exam…
In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati equations and other related problems. In this paper, we consider the numerical computations of the novel dSDA for solving large-scale continuous-time algebraic Riccati equations with low-rank structures (thus possessing numerically low-rank solutions). With the help of a new truncation strategy, the rank of the approximate solution is controlled. Consequently…
We present compatible finite element space discretizations for the ideal compressible magnetohydrodynamic equations. The magnetic field is considered both in div- and curl-conforming spaces, leading to a strongly or weakly preserved zero-divergence condition, respectively. The equations are discretized in space such that transfers between the kinetic, internal, and magnetic energies are consistent, leading to a preserved total energy. We also discuss further adjustments to the discretization required to additionally achieve magnetic helicity preservation. Finally, we describe new transport sta…
Structure-Preserving Reduced-Order Modeling via Low-Rank Transport Signatures
Duke University（杜克大学）；University of Washington（华盛顿大学）；Rensselaer Polytechnic Institute（伦斯勒理工学院）；University of Pennsylvania（宾夕法尼亚大学）；Cornell University（康奈尔大学）；Georgia Institute of Technology（佐治亚理工学院）
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic density, from the formal solution of the distribution function, which is then discretized by following characteristics for the transport part with a backward finite difference semi-Lagrangian approach, while the diffusive part is discretized implicitly. After the macroscopic density is available, the distribution function can be efficiently solved even with a…
Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations. In this work, we derive a method for the computation of effective eigenvalues when the underlying solution has a low-rank structure. This is accomplished by utilizing dynamical low-rank approximation (DLRA), which is an efficient strategy to derive time evolution equations for low-rank solution representations. The main idea is to interpret the iterates of th…
Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy dissipating, and implicit finite difference schemes for solving the multi-dimensional PNP equations with multiple ionic species. A central-differencing discretization based on harmonic-mean approximations is employed for the Nernst--Planck (NP) equations. The backward Euler discretization in time is employed to derive a fully implicit nonlinear system, which is …
We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor friendly, based on which we propose a novel way to dynamically and adaptively build up low-rank solution basis by adding new basis functions from discretization of the PDE, and removing basis from an SVD-type truncation procedure. For the discretization, we adopt a high order finite difference spatial discretization and a second order strong stability preserv…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and an implicit Euler method in time. Assuming the existence of a smooth subsonic solution bounded away from vacuum, a full convergence analysis is presented based on relative energy estimates. Particular attention is paid to establishing error bounds that are uniform in the friction parameter. As a consequence, the method and results also cover the parabolic pro…
A Second-Order Maximum-Principle-Preserving Crouzeix-Raviart Finite Element Method for Time-dependent Transport Equation
State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院数学科学学院国家重点实验室）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We develop a new finite volume method using unstructured mesh-vertex grids for coupled systems modeling shallow water flows and solute transport over complex bottom topography. Novel well-balanced positivity preserving discretization techniques are proposed for the water surface elevation and the concentration of the pollutant. For the hydrodynamic system, the proposed scheme preserves the steady state of a lake at rest and the positivity of the water depth. For the scalar transport equation, the proposed method guarantees the positivity and a perfect balance of the scalar concentration. The c…
